Goldman Sachs Call 160 BALN 20.09.2024
/ DE000GG19MF3
Goldman Sachs Call 160 BALN 20.09.../ DE000GG19MF3 /
| 31/05/2024 10:01:17 |
Chg.+0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
160.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GG19MF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
20/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.56 |
| Time value: |
0.51 |
| Break-even: |
168.50 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.11 |
| Spread %: |
28.43% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
13.50 |
| Rho: |
0.19 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.26% |
| 1 Month |
|
|
+310.00% |
| 3 Months |
|
|
+215.38% |
| YTD |
|
|
+272.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.340 |
| 1M High / 1M Low: |
0.410 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
31/05/2024 |
0.410 |
| Low (YTD): |
05/04/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
